Motilal Oswal Nifty India Defence ETF sentiment analysis

MODEFENCE Market Sentiment Report

📊 MODEFENCE Market Sentiment & Return Report

Comprehensive quantitative performance, drawdown recovery, and seasonality analysis report.

CAGR

14.08%

Annual Volatility

27.64%

Sharpe Ratio

0.29

CAGR & Volatility Metrics

Metric Value
Analysis Duration (Years) 2.09
Total Return (%) 31.77
CAGR (%) 14.08
Annualized Volatility (%) 27.64
Sharpe Ratio (Rf=6%) 0.29
Sortino Ratio 0.45
Max Monthly Drawdown (%) -23.22
Monthly Win Rate (%) 53.85
Win/Loss Monthly Ratio 1.37
Best Month Return (%) 23.17
Worst Month Return (%) -14.23

Sentiment Streaks

Streak Metric Months
Max Consecutive Winning Months 4
Max Consecutive Losing Months 3

Top Weekly Drawdowns (Peak-to-Trough)

Frequency Peak Date Trough Date Recovery Date Peak Price Trough Price Drawdown (%) Duration (Days)
Weekly 2024-09-08 2025-03-02 2025-05-04 76.64 57.76 -24.63 238
Weekly 2025-06-08 2025-12-21 2026-05-10 99.50 80.88 -18.71 336
Weekly 2026-05-10 2026-06-14 2026-06-21 103.57 96.77 -6.57 42
Weekly 2026-09-13 2026-10-04 2026-10-04 107.62 101.86 -5.35 21
Weekly 2026-07-05 2026-08-02 2026-08-09 105.30 100.73 -4.34 35
Weekly 2025-05-04 2025-05-11 2025-05-18 78.11 75.62 -3.19 14
Weekly 2026-08-16 2026-09-06 2026-09-13 107.46 106.05 -1.31 28
Weekly 2026-06-21 2026-06-28 2026-07-05 104.40 104.03 -0.35 14

Top Monthly Drawdowns (Peak-to-Trough)

Frequency Peak Date Trough Date Recovery Date Peak Price Trough Price Drawdown (%) Duration (Days)
Monthly 2024-08-31 2025-02-28 2025-04-30 75.23 57.76 -23.22 242
Monthly 2025-06-30 2026-03-31 2026-04-30 96.36 80.27 -16.70 304
Monthly 2026-08-31 2026-09-30 2026-10-31 106.85 101.29 -5.20 61
Monthly 2026-06-30 2026-07-31 2026-08-31 103.09 100.73 -2.29 62
Generated automatically via Indian Market Sentiment Analyzer | Data source: NSE India
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